I'm no Seamster ? but search on Youtube for "how to add a pocket to clothing" for the inside pocket part. The hard bit will be that you won't be able to turn the plush inside out to sew the pocket on and hide the stitching, but search for "how to hand sew an invisible stitch" videos which there's a few different techniques.
Having a plain entrance is the easy option and won't look as suspicious if someone finds it, adding a realistic cookie or tailhole will just be trial and error.